V-Lab: Dongyang Express Corp Spline-GARCH Volatility Analysis

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V-Lab

Dongyang Express Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:4.24% (-0.34%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6864	4.28
$α$	0.2304	7.18
$β$	0.6315	17.99
$γ_{1}$	0.0085	0.04
$γ_{2}$	0.1150	0.37
$γ_{3}$	-0.2806	-1.30
$γ_{4}$	0.4567	2.49
$γ_{5}$	-0.6029	-2.98
$γ_{6}$	0.4854	2.67
$γ_{7}$	-0.3158	-2.04
$γ_{8}$	0.5068	2.97
$γ_{9}$	-1.5291	-5.58

Estimation Period:
Jul 25, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts